+1,428.1%
GME vs LH
+945.5%
+482.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.5% |
| 30D | -4.8% | +16.7% | -21.5% | -10.5% |
| 3M | +39.2% | +15.1% | +24.1% | +31.2% |
| 6M | +17.1% | +46.3% | -29.3% | +0.3% |
| YTD | +28.7% | +48.8% | -20.0% | +9.0% |
| 1Y | +23.3% | +39.7% | -16.4% | +7.0% |
| 3Y | +112.9% | +87.0% | +25.9% | +63.1% |
| 5Y | -48.8% | +53.0% | -101.8% | -57.7% |
| 10Y | +478.2% | +264.3% | +213.8% | +220.7% |
| All | +1,428.1% | +945.5% | +482.6% | +493.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling